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scientific article; zbMATH DE number 7338890 - MaRDI portal

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Publication:4984409

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DOI10.13548/J.SXZZ.2020.06.004zbMath1474.91153MaRDI QIDQ4984409

Guozhu Li, Shi-xia Ma

Publication date: 26 April 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

default risk CEV model relative performance non-zero-sum stochastic differential game

Mathematics Subject Classification ID

Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10) Credit risk (91G40) Actuarial mathematics (91G05)

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